Yahoo Finance stock price analysis

Intel Corporation


Introduction

This R Markdown report enables to analyze time series from Yahoo Finance of user’s choice. The report takes user input and creates tables, plots and tests based on that input and allows to thoroughly analyze different quotes and time spans without interfering with the code.

This version of report provides several tech and motor companies to choose from, however, should one want to analyze another, he/she should add the abbreviation and company’s full name to the parameter’s choice list and dictionary and the report would be good to go. Default time range spans back a thousand days from the day of running the report. Should the multiple choice for the quotes be left empty, then as default, all prices are included in the analysis. Last parameter determines the forecast period in days.


Data

Gathering of the time series data is performed via getSymbols function provided in quantmod package. More information about the package can be found here. Data used in this particular report is characterized by following parameters:

  • Company name: Intel Corporation
  • Company abbreviation: INTC
  • Time span: 2015-07-09 - 2021-05-28
  • Quotes: High, Low, Close, Volume
  • Forecast: 10 days

Below you can see a glimpse of the first and last few observations of the data of your choice.

Most recent observations
Date INTC.High INTC.Low INTC.Close INTC.Volume
2021-05-27 57.88 57.00 57.73 32 373 500
2021-05-26 57.23 56.59 56.92 15 173 600
2021-05-25 57.56 56.42 56.87 22 309 900
2021-05-24 57.39 56.40 56.96 19 164 400
2021-05-21 56.71 55.98 56.08 17 685 600
2021-05-20 56.24 55.36 55.95 23 145 200
Oldest observations
Date INTC.High INTC.Low INTC.Close INTC.Volume
2015-07-16 30.48 29.10 29.90 81 166 700
2015-07-15 29.99 29.47 29.69 47 852 500
2015-07-14 30.11 29.44 29.65 39 778 300
2015-07-13 29.82 29.19 29.73 26 452 400
2015-07-10 29.35 28.94 29.17 31 423 800
2015-07-09 29.89 28.82 28.93 47 167 800

Descriptive statistics

General

Below you can find a handful of descriptive statistics regarding the columns specified during knitting.

Stats per variable
Variable Mean Std. Min 1st quartile Median 3rd quartile Max
INTC.High 45.62 10.47 27.15 35.60 47.09 53.20 69.29
INTC.Low 44.62 10.11 24.87 35.11 45.95 51.80 67.31
INTC.Close 45.13 10.28 25.87 35.38 46.54 52.48 68.47
INTC.Volume 26 742 384.69 13 280 968.49 5 893 800.00 18 784 800.00 23 414 400.00 30 635 300.00 182 269 900.00

Log returns

This chapter provides insight on the log returns of selected (info on why log returns instead of simple returns is used in finance).

INTC.High

INTC.Low

INTC.Close

Abecadlo z pieca spadlo xd


Plots

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.

Plotly interactive graph

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum."


Stationarity analysis

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.

Trend

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression trend 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + tt + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.4900 -0.3349 -0.0055  0.3414  6.2299 
## 
## Coefficients:
##               Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.5496343  0.1500689   3.663 0.000259 ***
## z.lag.1     -0.0177607  0.0048509  -3.661 0.000260 ***
## tt           0.0003763  0.0001186   3.172 0.001546 ** 
## z.diff.lag   0.0336452  0.0260133   1.293 0.196079    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.886 on 1477 degrees of freedom
## Multiple R-squared:  0.009622,   Adjusted R-squared:  0.007611 
## F-statistic: 4.783 on 3 and 1477 DF,  p-value: 0.002541
## 
## 
## Value of test-statistic is: -3.6613 4.704 6.7224 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau3 -3.96 -3.41 -3.12
## phi2  6.09  4.68  4.03
## phi3  8.27  6.25  5.34


According to the ADF test the series are integrated of order 0, or in other words have become stationary after 0 differentiation(s). The program differentiated the series until it found order where value of test-statistic: -3.6612974 is smaller than tau3 5pct: -3.41.


Drift

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression drift 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 + 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.5800 -0.3449  0.0056  0.3464  6.3372 
## 
## Coefficients:
##             Estimate Std. Error t value Pr(>|t|)    
## (Intercept)  0.01872    0.02314   0.809    0.419    
## z.lag.1     -0.98727    0.03634 -27.170   <2e-16 ***
## z.diff.lag   0.01244    0.02602   0.478    0.633    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.8898 on 1477 degrees of freedom
## Multiple R-squared:  0.4876, Adjusted R-squared:  0.4869 
## F-statistic: 702.8 on 2 and 1477 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -27.1699 369.103 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau2 -3.43 -2.86 -2.57
## phi1  6.43  4.59  3.78


According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s). The program differentiated the series until it found order where value of test-statistic: -27.1699459 is smaller than tau3 5pct: -2.86.


None

## 
## ############################################### 
## # Augmented Dickey-Fuller Test Unit Root Test # 
## ############################################### 
## 
## Test regression none 
## 
## 
## Call:
## lm(formula = z.diff ~ z.lag.1 - 1 + z.diff.lag)
## 
## Residuals:
##     Min      1Q  Median      3Q     Max 
## -9.5612 -0.3265  0.0243  0.3653  6.3553 
## 
## Coefficients:
##            Estimate Std. Error t value Pr(>|t|)    
## z.lag.1    -0.98641    0.03632 -27.161   <2e-16 ***
## z.diff.lag  0.01201    0.02601   0.462    0.644    
## ---
## Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
## 
## Residual standard error: 0.8897 on 1478 degrees of freedom
## Multiple R-squared:  0.4874, Adjusted R-squared:  0.4867 
## F-statistic: 702.6 on 2 and 1478 DF,  p-value: < 2.2e-16
## 
## 
## Value of test-statistic is: -27.1611 
## 
## Critical values for test statistics: 
##       1pct  5pct 10pct
## tau1 -2.58 -1.95 -1.62


According to the ADF test the series are integrated of order 1, or in other words have become stationary after 1 differentiation(s). The program differentiated the series until it found order where value of test-statistic: -27.1610803 is smaller than tau3 5pct: -1.95.


Forecasting?

Lorem ipsum dolor sit amet, consectetur adipiscing elit, sed do eiusmod tempor incididunt ut labore et dolore magna aliqua. Ut enim ad minim veniam, quis nostrud exercitation ullamco laboris nisi ut aliquip ex ea commodo consequat. Duis aute irure dolor in reprehenderit in voluptate velit esse cillum dolore eu fugiat nulla pariatur. Excepteur sint occaecat cupidatat non proident, sunt in culpa qui officia deserunt mollit anim id est laborum.